Parametrica Management’s Annaly Capital Management NLY Stock Holding History

Parametrica Management’s Portfolio NLY Stock Details NLY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q2	–	Sell	-43,992	Closed	-$892K	–	230
2020 Q1	$892K	Buy	+43,992	New	+$1.55M	0.9%	28
2017 Q4	–	Sell	-3,403	Closed	-$166K	–	439
2017 Q3	$166K	Sell	3,403 -2,164	-39%	-$106K	0.07%	332
2017 Q2	$268K	Buy	+5,567	New	+$263K	0.25%	156
2014 Q1	–	Sell	-4,006	Closed	-$160K	–	106
2013 Q4	$160K	Buy	+4,006	New	+$174K	0.44%	120

Other funds holding NLY

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

LSV Asset Management Chicago, Illinois $55.1B AUM 45.38% 1-Year Est. Return

D.E. Shaw & Co New York $210B AUM 57.28% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

California Public Employees Retirement System Sacramento, California $177B AUM 39.86% 1-Year Est. Return

Parametrica Management's NLY Position: Q2 2020 in Review

Parametrica Management sold out of Annaly Capital Management (NLY) in Q2 2020, closing a stake of 43,992 shares — an estimated $892K sold.

Parametrica Management first reported a position in NLY in Q4 2013 and held it in 4 quarters. The position peaked at $892K in Q1 2020. 666 funds tracked by Wall St. Rank hold NLY as of Q2 2020.

Parametrica Management reported no remaining Annaly Capital Management position as of Q2 2020 after selling out during the quarter.
Parametrica Management sold 43,992 Annaly Capital Management shares in Q2 2020, an estimated $892K.
Parametrica Management first reported a position in Annaly Capital Management in Q4 2013 and held it in 4 quarters.
Parametrica Management's Annaly Capital Management position peaked at $892K in Q1 2020.
666 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2020.

Based on Parametrica Management's 13F filing for Q2 2020, filed 17 Aug 2020.